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libprima / prima

PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.
http://libprima.net
BSD 3-Clause "New" or "Revised" License
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Rhobeg and rhoend arrays #181

Open asenzz opened 3 months ago

asenzz commented 3 months ago

Hi, I'd like to make a feature request, namely rhobeg and rhoend made into arrays where each element of the array corresponds to the parameter index, as in xl and xu. Thanks.

zaikunzhang commented 3 months ago

Hi @asenzz ,

Thank you for the comments. It is a great idea.

However, this will not be done, for the following reasons.

  1. Allowing rhobeg to be a vector will lead to slightly new algorithms --- the novelty may not be sufficient for a paper, but the implication on the coding is nontrivial. The purpose of PRIMA is to provide the reference implementation for Powell's method (see the README). We have no intention to implement new algorithms.

  2. It is equivalent to scaling the variables, which is already available in the MATLAB, Julia, and (the to-be-released) Python interfaces.

Thank you anyway.

Best regards, Zaikun